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GJR-GARCH Volatility Analysis Asset Classes All

GJR-GARCH Volatility Analysis Across Asset Classes 1/3/1990 - 6/9/2023

@kaggle.darintuttle_ac_vol_all_nyu

Lqd Us
@kaggle.darintuttle_ac_vol_all_nyu.lqd_us

  • 97.64 KB
  • 5254 rows
  • 2 columns
date

Date

vol

Vol

Mon Jul 29 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.733905518151658
Tue Jul 30 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.374948644618664
Wed Jul 31 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.29945019865774
Thu Aug 01 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.674682887575775
Fri Aug 02 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.346587685994798
Mon Aug 05 2002 00:00:00 GMT+0000 (Coordinated Universal Time)8.067752252021625
Tue Aug 06 2002 00:00:00 GMT+0000 (Coordinated Universal Time)7.991342991012211
Wed Aug 07 2002 00:00:00 GMT+0000 (Coordinated Universal Time)7.739469749278693
Thu Aug 08 2002 00:00:00 GMT+0000 (Coordinated Universal Time)7.588393347738374
Fri Aug 09 2002 00:00:00 GMT+0000 (Coordinated Universal Time)7.423487482309107

CREATE TABLE lqd_us (
  "date" TIMESTAMP,
  "vol" DOUBLE
);

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